Job Description

Some of the key responsibilities will include:

• Understand counterparty credit risk (CCR), and economic and market environment in which the Bank operates at Group level.
• Develop counterparty credit risk exposure measurement methodologies and risk assessment tools.
• Come up with processes designed to monitor existing CCR model performance, analyse their output and prepare reports for stakeholders.
• Help credit risk management functions in the development of effective tools enabling responsive and proactive reviews of the trading book credit risk exposure.
• Provide technical and methodological support to credit risk managers, traders, and other stakeholders in accurate quantification of CCR exposure of new transactions
• Keeps abreast and understand the regulatory framework, in which the Group of the Bank operates, and the regulatory requirements specific to CCR.

To be eligible for this role you will require:

• Master or PHD in Financial Mathematics, Statistics, Science, or Engineering from a reputable and recognised University
• Strong academic / professional background in financial mathematics (derivatives models, probability theory, stochastic calculus).
• Understanding of financial markets, traded derivative products and counterparty credit risk.
• Strong programming skills.
• Excellent verbal and written communication skills. In particular, the ability to explain technical topics to a non-technical audience.
• Organized, self-motivated, ability to work independently as well as in a team, ability to manage multiple initiatives in parallel.
• Extensive quantitative work experience in a financial institution, preferably in derivatives area and understanding of counterparty credit risk modelling.
• At least 5+ years of experience with counterparty credit risk modelling and derivatives.

Please email your cv directly in word format with job reference no. Jo0000008476 to bankingandfinance-SG@theedgepartnership.com

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days we regret to inform you that your application for this position was unsuccessful.

Recruiter License Number: R1106582
EA License Number: 16S8131

eFinancialCareers